+1,351.8%
QLD vs W
+238.4%
+1,113.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | -10.3% | -3.6% | -6.7% | -9.2% |
| 30D | -26.1% | +7.0% | -33.0% | -27.7% |
| 3M | -17.8% | +7.4% | -25.1% | -20.0% |
| 6M | -15.6% | +69.3% | -84.9% | -30.7% |
| YTD | +5.4% | +11.3% | -5.9% | -2.9% |
| 1Y | +5.2% | +13.2% | -8.0% | -4.3% |
| 3Y | +139.4% | +142.0% | -2.6% | +50.8% |
| 5Y | +66.7% | -54.6% | +121.3% | +46.3% |
| All | +1,351.8% | +238.4% | +1,113.4% | +587.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling